Probability And Stochastics

Author : Erhan Çınlar
Publisher : Springer Science & Business Media
Page : 567 pages
File Size : 51,9 Mb
Release : 2011-02-21
Category : Mathematics
ISBN : 9780387878591

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Probability and Stochastics by Erhan Çınlar Pdf

This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form. The first four chapters are on probability theory: measure and integration, probability spaces, conditional expectations, and the classical limit theorems. There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes. Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes. Each chapter has a large number of varied examples and exercises. The book is based on the author’s lecture notes in courses offered over the years at Princeton University. These courses attracted graduate students from engineering, economics, physics, computer sciences, and mathematics. Erhan Cinlar has received many awards for excellence in teaching, including the President’s Award for Distinguished Teaching at Princeton University. His research interests include theories of Markov processes, point processes, stochastic calculus, and stochastic flows. The book is full of insights and observations that only a lifetime researcher in probability can have, all told in a lucid yet precise style.

Author : Erhan Inlar
Publisher : Unknown
Page : 572 pages
File Size : 52,9 Mb
Release : 2011-02-23
Category : Electronic
ISBN : 0387879234

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Probability and Stochastics by Erhan Inlar Pdf

Author : Sasha Cyganowski,Peter Kloeden,Jerzy Ombach
Publisher : Springer Science & Business Media
Page : 323 pages
File Size : 44,6 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783642561443

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From Elementary Probability to Stochastic Differential Equations with MAPLE® by Sasha Cyganowski,Peter Kloeden,Jerzy Ombach Pdf

This is an introduction to probabilistic and statistical concepts necessary to understand the basic ideas and methods of stochastic differential equations. Based on measure theory, which is introduced as smoothly as possible, it provides practical skills in the use of MAPLE in the context of probability and its applications. It offers to graduates and advanced undergraduates an overview and intuitive background for more advanced studies.

Author : Pierre Brémaud
Publisher : Springer Nature
Page : 713 pages
File Size : 44,5 Mb
Release : 2020-04-07
Category : Mathematics
ISBN : 9783030401832

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Probability Theory and Stochastic Processes by Pierre Brémaud Pdf

The ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises. Random processes play a central role in the applied sciences, including operations research, insurance, finance, biology, physics, computer and communications networks, and signal processing. In order to help the reader to reach a level of technical autonomy sufficient to understand the presented models, this book includes a reasonable dose of probability theory. On the other hand, the study of stochastic processes gives an opportunity to apply the main theoretical results of probability theory beyond classroom examples and in a non-trivial manner that makes this discipline look more attractive to the applications-oriented student. One can distinguish three parts of this book. The first four chapters are about probability theory, Chapters 5 to 8 concern random sequences, or discrete-time stochastic processes, and the rest of the book focuses on stochastic processes and point processes. There is sufficient modularity for the instructor or the self-teaching reader to design a course or a study program adapted to her/his specific needs. This book is in a large measure self-contained.

Author : Hans-Otto Georgii
Publisher : Walter de Gruyter
Page : 420 pages
File Size : 41,6 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9783110293609

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Stochastics by Hans-Otto Georgii Pdf

This textbook, now in its second revised and extended edition, presents the fundamental ideas and results of both probability theory and statistics. It comprises the material of a one-year course, which is addressed to students of mathematics and to scientists with an interest in the mathematical side of stochastics. The stochastic concepts, models and methods are motivated by examples and then developed and analysed systematically. Some measure theory is included, but this is done at an elementary level that is in accordance with the introductory character of the book. A large number of problems, now in part with solutions, offer applications and supplements to the text.

Author : Adam Bobrowski
Publisher : Cambridge University Press
Page : 416 pages
File Size : 49,7 Mb
Release : 2005-08-11
Category : Mathematics
ISBN : 0521831660

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Functional Analysis for Probability and Stochastic Processes by Adam Bobrowski Pdf

This text presents selected areas of functional analysis that can facilitate an understanding of ideas in probability and stochastic processes. Topics covered include basic Hilbert and Banach spaces, weak topologies and Banach algebras, and the theory ofsemigroups of bounded linear operators.

Author : Richard M. Feldman,Ciriaco Valdez-Flores
Publisher : Springer Science & Business Media
Page : 400 pages
File Size : 46,6 Mb
Release : 2009-11-27
Category : Technology & Engineering
ISBN : 9783642051586

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Applied Probability and Stochastic Processes by Richard M. Feldman,Ciriaco Valdez-Flores Pdf

This book is a result of teaching stochastic processes to junior and senior undergr- uates and beginning graduate students over many years. In teaching such a course, we have realized a need to furnish students with material that gives a mathematical presentation while at the same time providing proper foundations to allow students to build an intuitive feel for probabilistic reasoning. We have tried to maintain a b- ance in presenting advanced but understandable material that sparks an interest and challenges students, without the discouragement that often comes as a consequence of not understanding the material. Our intent in this text is to develop stochastic p- cesses in an elementary but mathematically precise style and to provide suf?cient examples and homework exercises that will permit students to understand the range of application areas for stochastic processes. We also practice active learning in the classroom. In other words, we believe that the traditional practice of lecturing continuously for 50 to 75 minutes is not a very effective method for teaching. Students should somehow engage in the subject m- ter during the teaching session. One effective method for active learning is, after at most 20 minutes of lecture, to assign a small example problem for the students to work and one important tool that the instructor can utilize is the computer. So- times we are fortunate to lecture students in a classroom containing computers with a spreadsheet program, usually Microsoft’s Excel.

Author : Kun Il Park
Publisher : Springer
Page : 275 pages
File Size : 41,7 Mb
Release : 2017-11-24
Category : Technology & Engineering
ISBN : 9783319680750

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Fundamentals of Probability and Stochastic Processes with Applications to Communications by Kun Il Park Pdf

This book provides engineers with focused treatment of the mathematics needed to understand probability, random variables, and stochastic processes, which are essential mathematical disciplines used in communications engineering. The author explains the basic concepts of these topics as plainly as possible so that people with no in-depth knowledge of these mathematical topics can better appreciate their applications in real problems. Applications examples are drawn from various areas of communications. If a reader is interested in understanding probability and stochastic processes that are specifically important for communications networks and systems, this book serves his/her need.

Author : Carmen Batanero,Egan J Chernoff
Publisher : Springer
Page : 384 pages
File Size : 51,5 Mb
Release : 2018-03-01
Category : Education
ISBN : 9783319728711

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Teaching and Learning Stochastics by Carmen Batanero,Egan J Chernoff Pdf

This book presents a collection of selected papers that represent the current variety of research on the teaching and learning of probability. The respective chapters address a diverse range of theoretical, empirical and practical aspects underpinning the teaching and learning of probability, curricular issues, probabilistic reasoning, misconceptions and biases, as well as their pedagogical implications. These chapters are divided into THREE main sections, dealing with: TEACHING PROBABILITY, STUDENTS' REASONING AND LEARNING AND EDUCATION OF TEACHERS. In brief, the papers presented here include research dealing with teachers and students at different levels and ages (from primary school to university) and address epistemological and curricular analysis, as well as the role of technology, simulations, language and visualisation in teaching and learning probability. As such, it offers essential information for teachers, researchers and curricular designers alike.

Author : Marc A. Berger
Publisher : Springer Science & Business Media
Page : 228 pages
File Size : 51,5 Mb
Release : 2012-12-06
Category : Mathematics
ISBN : 9781461227267

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An Introduction to Probability and Stochastic Processes by Marc A. Berger Pdf

These notes were written as a result of my having taught a "nonmeasure theoretic" course in probability and stochastic processes a few times at the Weizmann Institute in Israel. I have tried to follow two principles. The first is to prove things "probabilistically" whenever possible without recourse to other branches of mathematics and in a notation that is as "probabilistic" as possible. Thus, for example, the asymptotics of pn for large n, where P is a stochastic matrix, is developed in Section V by using passage probabilities and hitting times rather than, say, pulling in Perron Frobenius theory or spectral analysis. Similarly in Section II the joint normal distribution is studied through conditional expectation rather than quadratic forms. The second principle I have tried to follow is to only prove results in their simple forms and to try to eliminate any minor technical com putations from proofs, so as to expose the most important steps. Steps in proofs or derivations that involve algebra or basic calculus are not shown; only steps involving, say, the use of independence or a dominated convergence argument or an assumptjon in a theorem are displayed. For example, in proving inversion formulas for characteristic functions I omit steps involving evaluation of basic trigonometric integrals and display details only where use is made of Fubini's Theorem or the Dominated Convergence Theorem.

Author : Oliver Knill
Publisher : World Scientific Publishing Company
Page : 500 pages
File Size : 43,5 Mb
Release : 2017-01-31
Category : Mathematics
ISBN : 9813109491

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Probability Theory and Stochastic Processes with Applications (Second Edition) by Oliver Knill Pdf

This second edition has a unique approach that provides a broad and wide introduction into the fascinating area of probability theory. It starts on a fast track with the treatment of probability theory and stochastic processes by providing short proofs. The last chapter is unique as it features a wide range of applications in other fields like Vlasov dynamics of fluids, statistics of circular data, singular continuous random variables, Diophantine equations, percolation theory, random Schrödinger operators, spectral graph theory, integral geometry, computer vision, and processes with high risk.Many of these areas are under active investigation and this volume is highly suited for ambitious undergraduate students, graduate students and researchers.

Author : Roy D. Yates,David J. Goodman
Publisher : John Wiley & Sons
Page : 514 pages
File Size : 55,5 Mb
Release : 2014-01-28
Category : Mathematics
ISBN : 9781118324561

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Probability and Stochastic Processes by Roy D. Yates,David J. Goodman Pdf

This text introduces engineering students to probability theory and stochastic processes. Along with thorough mathematical development of the subject, the book presents intuitive explanations of key points in order to give students the insights they need to apply math to practical engineering problems. The first seven chapters contain the core material that is essential to any introductory course. In one-semester undergraduate courses, instructors can select material from the remaining chapters to meet their individual goals. Graduate courses can cover all chapters in one semester.

Author : Ionut Florescu
Publisher : John Wiley & Sons
Page : 578 pages
File Size : 52,7 Mb
Release : 2014-10-27
Category : Mathematics
ISBN : 9780470624555

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Probability and Stochastic Processes by Ionut Florescu Pdf

A comprehensive and accessible presentation of probability and stochastic processes with emphasis on key theoretical concepts and real-world applications With a sophisticated approach, Probability and Stochastic Processes successfully balances theory and applications in a pedagogical and accessible format. The book’s primary focus is on key theoretical notions in probability to provide a foundation for understanding concepts and examples related to stochastic processes. Organized into two main sections, the book begins by developing probability theory with topical coverage on probability measure; random variables; integration theory; product spaces, conditional distribution, and conditional expectations; and limit theorems. The second part explores stochastic processes and related concepts including the Poisson process, renewal processes, Markov chains, semi-Markov processes, martingales, and Brownian motion. Featuring a logical combination of traditional and complex theories as well as practices, Probability and Stochastic Processes also includes: Multiple examples from disciplines such as business, mathematical finance, and engineering Chapter-by-chapter exercises and examples to allow readers to test their comprehension of the presented material A rigorous treatment of all probability and stochastic processes concepts An appropriate textbook for probability and stochastic processes courses at the upper-undergraduate and graduate level in mathematics, business, and electrical engineering, Probability and Stochastic Processes is also an ideal reference for researchers and practitioners in the fields of mathematics, engineering, and finance.

Author : Abdelhamid Hassairi
Publisher : Walter de Gruyter GmbH & Co KG
Page : 292 pages
File Size : 46,5 Mb
Release : 2021-07-05
Category : Mathematics
ISBN : 9783110713374

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Riesz Probability Distributions by Abdelhamid Hassairi Pdf

This book is a useful overview of results in multivariate probability distributions and multivariate analysis as well as a reference to harmonic analysis on symmetric cones adapted to the needs of researchers in analysis and probability theory.

Author : Yuliya Mishura,Kostiantyn Ralchenko
Publisher : Walter de Gruyter GmbH & Co KG
Page : 222 pages
File Size : 47,5 Mb
Release : 2021-10-25
Category : Mathematics
ISBN : 9783110652994

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Discrete-Time Approximations and Limit Theorems by Yuliya Mishura,Kostiantyn Ralchenko Pdf

The De Gruyter Series in Probability and Stochastics is devoted to the publication of high-level monographs and specialized graduate texts in any branch of modern probability theory and stochastics, along with their numerous applications in other parts of mathematics, physics and informatics, in economics and finance, and in the life sciences. The aim of the series is to present recent research results in the form of authoritative and comprehensive works that will serve the probability and stochastics community as basis for further research. Editorial Board Itai Benjamini, Weizmann Institute of Science, Israel Jean Bertoin, Universität Zürich, Switzerland Michel Ledoux, Université de Toulouse, France René L. Schilling, Technische Universität Dresden, Germany